Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 3.67% | 0.79 CHF | 0.82 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 53'169 CHF | 39'396 CHF | 99.16% | 99.16% |
22.05.2024 | 3.78% | 0.74 CHF | 0.77 CHF | 70'000 | 50'000 | 71'915 | 50'000 | 52'231 CHF | 37'742 CHF | 96.45% | 96.45% |
21.05.2024 | 3.73% | 0.77 CHF | 0.80 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 54'077 CHF | 40'095 CHF | 100.00% | 100.00% |
17.05.2024 | 3.75% | 0.75 CHF | 0.77 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 53'185 CHF | 39'441 CHF | 99.93% | 99.93% |
16.05.2024 | 3.59% | 0.75 CHF | 0.78 CHF | 70'000 | 50'000 | 70'448 | 50'000 | 53'474 CHF | 39'358 CHF | 75.99% | 75.99% |
15.05.2024 | 2.97% | 0.69 CHF | 0.72 CHF | 80'000 | 75'000 | 83'286 | 74'241 | 53'383 CHF | 49'094 CHF | 98.93% | 98.93% |
14.05.2024 | 2.65% | 0.64 CHF | 0.65 CHF | 80'000 | 75'000 | 80'065 | 74'031 | 53'210 CHF | 50'566 CHF | 98.67% | 98.67% |
13.05.2024 | 2.60% | 0.61 CHF | 0.62 CHF | 90'000 | 75'000 | 83'380 | 75'000 | 52'329 CHF | 48'343 CHF | 100.00% | 100.00% |
10.05.2024 | 2.87% | 0.59 CHF | 0.61 CHF | 90'000 | 75'000 | 81'491 | 75'000 | 52'254 CHF | 49'581 CHF | 65.33% | 65.33% |
08.05.2024 | 2.73% | 0.62 CHF | 0.64 CHF | 90'000 | 75'000 | 78'686 | 75'000 | 54'406 CHF | 53'332 CHF | 100.00% | 100.00% |